Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50803.31 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45241.59 Kr¶

PnL: ---------------------------------------> -336.0 Kr¶

DD now: ---------------------------------> -4.362 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 11:58:39.286741'

Anic Portfolio¶

Today¶

Return: 0.102 %¶

This Week¶

Return: 0.102 %¶

Total portfolio value¶

Return including deposits: 66.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Hexatronic Group 15 4.030000 1093.200000 25.500000 2.390000 1067.700000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.140000 2062.100000 21.250000 1.040000 2040.850000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.800000 895.200000 12.000000 1.360000 883.200000
BHG Group 109 -4.580000 1431.170000 11.990000 0.840000 1419.180000
Atrium Ljungberg B 5 0.170000 910.000000 8.500000 0.940000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Latour B 4 -2.270000 860.800000 6.800000 0.800000 854.000000
Gränges 10 4.720000 1042.000000 6.000000 0.580000 1036.000000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
ASSA ABLOY B 4 -0.910000 996.400000 5.600000 0.570000 990.800000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
Platzer Fastigheter Holding B 12 -1.120000 951.600000 2.400000 0.250000 949.200000
Sandvik 4 -1.210000 848.000000 2.400000 0.280000 845.600000
HEXPOL B 8 -0.750000 957.600000 2.400000 0.250000 955.200000
JM 7 -1.240000 949.900000 2.100000 0.220000 947.800000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
SKF B 5 -1.310000 978.500000 0.500000 0.050000 978.000000
Byggmax Group 33 -1.550000 964.920000 0.000000 0.000000 964.920000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Biotage 1 -6.720000 147.200000 -0.300000 -0.200000 147.500000
Catena 2 0.050000 802.400000 -1.200000 -0.150000 803.600000
Hennes & Mauritz B 6 -1.320000 908.160000 -1.800000 -0.200000 909.960000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
EQT 4 -1.940000 868.400000 -2.400000 -0.280000 870.800000
BioGaia B 8 -2.010000 899.200000 -3.200000 -0.350000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
Investor B 3 -1.100000 647.550000 -10.450000 -1.590000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.200000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 45231.200000 -346.390000 -4.38218% 45577.591729

Updated:¶

'2023-06-19 11:56:53.241738'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶